It change your public IP, so when you swap server the services you use will see another IP from you, if you swap server constantly supposing someone it's trying to find out where you are they will have a list of different places and it will make it harder to know where you really are so they will desist using the IP method.
There is a variety of measures you have to take to be secure, swapping servers it's just one of them.
I prefer to do it in Schizo-Paranoid mode. just for my own security..